+223.3%
LHX vs FN
+837.6%
-614.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.9% | -7.4% | +3.7% |
| 7D | -2.7% | +16.3% | -19.0% | -3.8% |
| 30D | +14.5% | -24.7% | +39.3% | +16.2% |
| 3M | -4.9% | -34.9% | +30.1% | -2.9% |
| 6M | -8.6% | -41.1% | +32.5% | -6.7% |
| YTD | -6.4% | -19.6% | +13.2% | -7.8% |
| 1Y | -5.1% | -18.5% | +13.5% | -6.8% |
| 3Y | +59.1% | +119.1% | -60.1% | +37.4% |
| 5Y | +33.4% | +206.9% | -173.5% | +8.3% |
| 10Y | +223.3% | +826.4% | -603.1% | +127.0% |
| All | +223.3% | +837.6% | -614.2% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling